+12,629.9%
TSM vs CPRT
+17,369.3%
-4,739.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -2.1% | +4.0% | -6.0% | -3.3% |
| 30D | -12.5% | +18.2% | -30.8% | -17.2% |
| 3M | -5.0% | +9.2% | -14.2% | -8.5% |
| 6M | -3.2% | -4.8% | +1.6% | -3.9% |
| YTD | +31.5% | -17.5% | +49.0% | +35.7% |
| 1Y | +35.7% | -22.0% | +57.7% | +42.3% |
| 3Y | +323.5% | -33.7% | +357.2% | +362.8% |
| 5Y | +263.4% | -15.0% | +278.3% | +266.7% |
| 10Y | +1,598.5% | +385.2% | +1,213.3% | +929.8% |
| All | +12,629.9% | +17,369.3% | -4,739.3% | +3,510.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling